Nonparametric tests of stochastic dominance in bivariate distributions, with an application to UK data
Working paper series - Institute for Fiscal Studies/Working papers1999
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Abstract
This paper make straightforward extensions to Anderson's (1996) nonparametric statistical tests of stochastic dominance criteria to bivariate distributions. These test are applied to a time series of cross-section datasets on household level total expenditure and non labour market time in the UK.
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